While a number of studies have measured multivariate sexual selection acting on sexual signals in wild populations, few have confirmed these findings with experimental manipulation. Sagebrush crickets are ideally suited to such investigations because mating imposes an unambiguous phenotypic marker on males arising from nuptial feeding by females. We quantified sexual selection operating on male song by recording songs of virgin and mated males captured from three wild populations. To determine the extent to which selection on male song is influenced by female preference, we conducted a companion study in which we synthesized male songs and broadcast them to females in choice trials. Multivariate selection analysis revealed a saddle-shaped fitness surface, the highest peak of which corresponded to longer train and pulse durations, and longer intertrain intervals. Longer trains and pulses likely promote greater mate attraction, but selection for longer intertrain durations suggests that energetic constraints may necessitate “time outs”. Playback trials confirmed the selection for longer train and pulse durations, and revealed significant stabilizing selection on dominant frequency, suggesting that the female auditory system is tightly tuned to the species-specific call frequency. Collectively, our results revealed a complex pattern of multivariate nonlinear selection characterized primarily by strong stabilizing and disruptive selection on male song traits.